-24.7%
LOW vs FE
+11.4%
-36.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | -9.3% | -1.2% | -8.1% | -8.9% |
| 3M | -8.1% | +1.7% | -9.7% | -8.2% |
| 6M | -19.8% | -7.5% | -12.3% | -18.3% |
| YTD | -16.4% | +6.3% | -22.7% | -15.6% |
| 1Y | -24.7% | +10.9% | -35.5% | -26.4% |
| All | -24.7% | +11.4% | -36.1% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling